PortfoliosLab logoPortfoliosLab logo
VPL vs. VPKIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPL vs. VPKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with VPL having a 20.61% return and VPKIX slightly higher at 21.22%. Both investments have delivered pretty close results over the past 10 years, with VPL having a 9.52% annualized return and VPKIX not far behind at 9.49%.


VPL

1D
-1.01%
1M
-2.62%
6M
10.34%
YTD
20.61%
1Y
37.66%
3Y*
18.88%
5Y*
9.33%
10Y*
9.52%
ALL TIME*
6.48%

VPKIX

1D
5.00%
1M
-1.24%
6M
11.00%
YTD
21.22%
1Y
38.82%
3Y*
18.74%
5Y*
9.54%
10Y*
9.49%
ALL TIME*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$40.49M$47.90M$62.42M

VPL vs. VPKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPL
Vanguard FTSE Pacific ETF
20.61%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
21.22%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-13.87%28.55%

Correlation

The correlation between VPL and VPKIX is 0.95, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2005

0.96

The correlation between VPL and VPKIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VPL vs. VPKIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VPL
VPL Risk / Return Rank: 7272
Overall Rank
VPL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPL Omega Ratio Rank: 7373
Omega Ratio Rank
VPL Calmar Ratio Rank: 8080
Calmar Ratio Rank
VPL Martin Ratio Rank: 7171
Martin Ratio Rank

VPKIX
VPKIX Risk / Return Rank: 7272
Overall Rank
VPKIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 7272
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VPL vs. VPKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VPLVPKIXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.84

2.84

0.00

Martin ratioReturn relative to average drawdown

8.65

8.71

-0.06

VPL vs. VPKIX - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.59, which is comparable to the VPKIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of VPL and VPKIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VPL vs. VPKIX - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, roughly equal to the maximum VPKIX drawdown of -55.26%. Use the drawdown chart below to compare losses from any high point for VPL and VPKIX.


Loading charts...

Drawdown Indicators


VPLVPKIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-55.26%

-0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-13.40%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-16.38%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-31.12%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-33.62%

-0.28%

Current Drawdown

Current decline from peak

-9.69%

-8.66%

-1.03%

Average Drawdown

Average peak-to-trough decline

-11.59%

-15.38%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

4.36%

+0.01%

Volatility

VPL vs. VPKIX - Volatility Comparison

The current volatility for Vanguard FTSE Pacific ETF (VPL) is 9.21%, while Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) has a volatility of 10.46%. This indicates that VPL experiences smaller price fluctuations and is considered to be less risky than VPKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VPLVPKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

10.46%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

21.74%

21.09%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

23.27%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

17.69%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

16.80%

+0.93%

VPL vs. VPKIX - Expense Ratio Comparison

Both VPL and VPKIX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VPL vs. VPKIX - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 2.77%, which matches VPKIX's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
2.76%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%
VPL
Vanguard FTSE Pacific ETF
2.77%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions


With a correlation of 0.95, VPL and VPKIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VPKIX has higher volatility (10.46%) compared to VPL (9.21%). In terms of maximum drawdown, VPL dropped -55.49% vs VPKIX's -55.26%.

VPKIX currently has the higher Sharpe Ratio (1.63 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VPL and VPKIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer